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Symphonies
Adaptive Asset Allocation - SPY, TLT, UUP, GLD | GiantSteps
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based rotation across SPY (stocks), TLT (long Treasuries), GLD (gold), and UUP (US dollar). It picks the two with the strongest 6‑month performance and sizes them by recent volatility to balance risk across market regimes.
NutHow it works
It rotates among four ETFs: SPY (US stocks), TLT (long US Treasuries), GLD (gold), UUP (US dollar). Stocks suit growth; bonds slowdowns; gold inflation/safety; dollar global stress. At each review it picks the two with the best ~6‑month results, then leans toward the steadier one using ~1‑month volatility. Trades when weights drift ~10%.
CheckmarkValue prop
Strong risk-adjusted edge: OOS Sharpe 1.91 vs SPY 1.32, Calmar 2.63, drawdown 7.3% vs 18.8%, and beta ~0.30. A rules-based, two-asset rotation among SPY, TLT, GLD, UUP aims for steadier, regime-adapted returns than the S&P 500.

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Invest in this strategy
OOS Start Date
Nov 13, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, momentum, multi-asset, risk-managed, rotation
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toGLDandSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 17.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 7.34%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in the symphony, simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, and options.